+85.5%
ETN vs AIG
+33.9%
+51.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.9% |
| 7D | +3.5% | -1.2% | +4.7% | +3.8% |
| 30D | -7.5% | -1.1% | -6.5% | -7.4% |
| 3M | +8.3% | +0.7% | +7.6% | +7.6% |
| 6M | +20.2% | -2.2% | +22.4% | +20.2% |
| YTD | +34.7% | -10.8% | +45.5% | +38.2% |
| 1Y | +19.4% | -2.0% | +21.5% | +17.7% |
| 3Y | +85.5% | +34.8% | +50.7% | +58.6% |
| All | +85.5% | +33.9% | +51.6% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling